{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2173	2.39**
α ARCH Response to squared shocks	0.0579	2.41**
β GARCH Volatility persistence	0.9293	26.22***

γ₁	-0.3719	-2.44**
γ₂	0.5449	2.61***
γ₃	-0.0485	-0.42
γ₄	-0.1592	-1.38
γ₅	-0.3115	-1.71*

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